ddPlot {DepthProc} | R Documentation |
Produces a DD plot which allows to compare two multivariate datasets or to compare a subject dataset with theoretical distribution.
ddPlot( x, y, scale = FALSE, location = FALSE, name = "X", name_y = "Y", title = "Depth vs. depth plot", depth_params = list() )
x |
The first or only data sample for ddPlot. |
y |
The second data sample. |
scale |
logical. determines whether the dispersion is to be aligned. |
location |
determines whether the location is to be aligned to 0 vector with depth median. |
name |
name for data set x. It will be passed to drawing function. |
name_y |
as above for y |
title |
title of the plot. |
depth_params |
list of parameters for function depth (method, threads, ndir, la, lb, pdim, mean, cov, exact). |
For two probability distributions F and G , both in {{{R}} ^ {d}} , we can define depth vs. depth
plot being very useful generalization of the one dimensional quantile-quantile plot:
DD(F, G) = ≤ft\{≤ft( D({z}, F), D({z}, G) \right), {z} \in {{{R}} ^ {d}} \right\}
Its sample counterpart calculated for two samples {{{X}} ^ {n}} = \{{{X}_{1}}, ..., {{X}_{n}}\} from F , and {{Y} ^ {m}} = \{{{Y}_{1}}, ..., {{Y}_{m}}\} from G is defined as
DD({{F}_{n}}, {{G}_{m}}) = ≤ft\{≤ft( D({z}, {{F}_{n}}), D({z}, {{G}_{m}}) \right), {z} \in \{{{{X}} ^ {n}} \cup {{{Y}} ^ {m}}\} \right\}
Daniel Kosiorowski, Mateusz Bocian, Anna Wegrzynkiewicz and Zygmunt Zawadzki from Cracow University of Economics.
Liu, R.Y., Parelius, J.M. and Singh, K. (1999), Multivariate analysis by data depth: Descriptive statistics, graphics and inference (with discussion), Ann. Statist., 27, 822–831.
Liu, R.Y., Singh K. (1993), A Quality Index Based on Data Depth and Multivariate Rank Test, Journal of the American Statistical Association vol. 88.
library(sn) library(mvtnorm) # EXAMPLE 1: Location difference standard <- mvrnorm(1000, c(0, 0), diag(2)) shift <- mvrnorm(1000, c(0.5, 0), diag(2)) ddPlot(x = standard, y = shift, title = "Difference in position") ddPlot(x = standard, y = shift, location = TRUE, title = "Location aligned") # EXAMPLE 2: Scale difference standard <- mvrnorm(1000, c(0, 0), diag(2)) scale <- mvrnorm(1000, c(0, 0), 4 * diag(2)) ddPlot(x = standard, y = scale) ddPlot(x = standard, y = scale, scale = TRUE)